Tipo Valor Emisora Serie Calif. / Bursatilidad Cant
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GBMCRE GBM FONDO DE CRECIMIENTO, S.A. DE C.V. S.I.R.V. CARTERA DE VALORES AL 31 octubre, 2016 Tipo Valor Emisora Serie DISPONIBILIDADES DISPONIBILIDADES RESTRINGIDAS O DADAS EN GARANTÍA BI CETES 170105 TOTAL DISPONIBILIDADES TÍTULOS PARA NEGOCIAR INVERSIÓN EN INSTRUMENTOS DE PATRIMONIO NETO EMPRESAS ENERGÉTICAS 1 IENOVA * EMPRESAS MATERIALES YYSP CEMEX CPO 1 ALPEK A 1 CEMEX CPO 1 CYDSASA A 1 GCC * 1 GMEXICO B 1 MEXCHEM * 1 MFRISCO A-1 1 POCHTEC B 1 VITRO A EMPRESAS INDUSTRIALES 1 AEROMEX * 1 AGUA * 1 ALFA A 1 ARA * 1 DINE B 1 GISSA A 1 GMD * 1 KUO B 1 PASA B 1 PINFRA L 1 TMM A EMPRESAS DE SERVICIOS Y BIENES DE CONSUMO NO BÁSICO 1 GSANBOR B-1 1 HOTEL * 1 NEMAK A 1 RASSINI A 1 RASSINI CPO EMPRESAS DE PRODUCTOS DE CONSUMO FRECUENTE 1 BACHOCO B 1 BAFAR B 1 CULTIBA B 1 KOF L 1 LACOMER UBC 1 MINSA B 1 WALMEX * EMPRESAS DE SALUD 1 FRAGUA B 1 MEDICA B EMPRESAS DE SERVICIOS FINANCIEROS 0 FINDEP * 1 GFINBUR O EMPRESAS DE SERVICIOS DE TELECOMUNICACIONES 1 AMX L 1 AXTEL CPO 1 SITES B-1 EMPRESAS DE SERVICIOS PÚBLICOS FF FVIA 16 TOTAL INVERSIÓN EN INSTRUMENTOS DE PATRIMONIO NETO INVERSIÓN EN TÍTULOS DE DEUDA VALORES GUBERNAMENTALES BI CETES 170105 PAPEL PRIVADO AIM GBM 0043087 TOTAL INVERSIÓN EN TÍTULOS DE DEUDA TOTAL TÍTULOS PARA NEGOCIAR OPERACIONES DE REPORTO REPORTADO LD BONDESD 181213 TOTAL OPERACIONES DE REPORTO OPERACIONES DE PRÉSTAMO DE VALORES PRESTAMISTA 1 AEROMEX * 1 AEROMEX * 1 ALFA A 1 ALFA A 1 ALFA A 1 ALFA A 1 ALFA A 1 AMX L 1 AXTEL CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 CEMEX CPO 1 GMEXICO B 1 KOF L 1 KOF L 1 KOF L 1 KUO B 1 KUO B 1 MEXCHEM * 1 MEXCHEM * 1 MFRISCO A-1 1 MFRISCO A-1 1 MFRISCO A-1 1 MFRISCO A-1 1 MFRISCO A-1 1 MFRISCO A-1 1 MFRISCO A-1 TOTAL OPERACIONES DE PRÉSTAMO DE VALORES OPERACIONES CON DERIVADOS FUTUROS FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 FI IPC DC16 TOTAL OPERACIONES CON DERIVADOS TOTAL DE INVERSION EN VALORES Calif. / Bursatilidad Cant. Títulos Valor Razonable Participación Porcentual F1+(mex) 767,713 7,610,205.39 7,610,205.39 0.13 0.13 ALTB 325,000 27,196,000.00 0.47 ALTB ALTB ALTB BAJB BAJB ALTB ALTB MEDB BAJB MEDB 6,324 2,386,547 12,837,204 11,312,476 178,000 7,036,041 4,673,003 2,774,912 897,000 2,260,492 1,037,673.44 67,157,432.58 210,016,657.44 271,499,424.00 10,813,500.00 327,668,429.37 211,219,735.60 40,818,955.52 8,234,460.00 140,715,627.00 0.02 1.17 3.66 4.74 0.19 5.72 3.69 0.71 0.14 2.46 MEDB MEDB ALTB MEDB MINB BAJB BAJB BAJB MINB MEDB BAJB 1,799,324 8,422,204 7,434,745 12,783,715 196,655 11,694,163 3,781,043 10,336,023 2,309,400 2,028,894 500,000 67,150,771.68 250,813,235.12 213,079,791.70 91,020,050.80 2,123,874.00 442,741,011.18 103,789,630.35 387,600,862.50 53,347,140.00 361,122,843.06 3,490,000.00 1.17 4.38 3.72 1.59 0.04 7.72 1.81 6.76 0.93 6.30 0.06 MEDB MEDB ALTB MEDB MEDB 5,323,201 4,695,827 3,713,366 2,815,787 1,954,341 125,467,847.57 45,032,980.93 72,856,240.92 123,275,154.86 170,907,120.45 2.19 0.79 1.27 2.15 2.98 ALTB BAJB MEDB ALTB ALTB MINB ALTB 1,193,830 1,215,910 12,596,577 1,034,414 1,815,422 3,353,600 8,320,421 99,923,571.00 42,289,349.80 265,283,911.62 146,866,099.72 31,279,721.06 45,273,600.00 332,733,635.79 1.74 0.74 4.63 2.56 0.55 0.79 5.81 BAJB BAJB 769,837 1,491,255 164,745,118.00 63,974,839.50 2.87 1.12 BAJB ALTB 1,410,032 3,991,412 5,217,118.40 122,416,606.04 0.09 2.14 ALTB MEDB MEDB 21,922,620 6,108,267 871,140 274,471,202.40 28,647,772.23 9,512,848.80 4.79 0.50 0.17 2,403,467 72,584,703.40 5,535,416,547.83 1.27 96.58 N/A F1+(mex) HR AAA MEDB MEDB ALTB ALTB ALTB ALTB ALTB ALTB MEDB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB ALTB BAJB BAJB ALTB ALTB MEDB MEDB MEDB MEDB MEDB MEDB MEDB 732,287 7,259,033.61 0.13 12,474,000 12,475,681.00 19,734,714.61 5,555,151,262.44 0.22 0.34 96.93 1,044,056 104,241,981.64 104,241,981.64 1.82 1.82 28,100 831,700 30,000 120,000 75,000 50,000 25,000 100 90,000 6,800 57,727 38,821 7,800 10,000 20,000 30,000 4,000 30,000 3,014 12,000 10,177 2,000 7,000 102 10,387 305,245 3,300 10,000 1,000 1,000 5,000 5,150 20,000 40,000 50,000 3,000 32,000 10,000 10,000 5,000 20,000 7,000 6,000 38,000 50,000 3,250 13,000 145,000 10,000 7,000 1,600 2,958 2,049 11,400 9,610 9,510 2,956 19,900 8,000 650 392 6,408 70,191 29,199 4,500 1,048,692.00 31,039,044.00 859,800.00 3,439,200.00 2,149,500.00 1,433,000.00 716,500.00 1,252.00 422,100.00 111,248.00 944,413.72 635,111.56 127,608.00 163,600.00 327,200.00 490,800.00 65,440.00 490,800.00 49,309.04 196,320.00 166,495.72 32,720.00 114,520.00 1,668.72 169,931.32 4,993,808.20 53,988.00 163,600.00 16,360.00 16,360.00 81,800.00 84,254.00 327,200.00 654,400.00 818,000.00 49,080.00 523,520.00 163,600.00 163,600.00 81,800.00 327,200.00 114,520.00 98,160.00 621,680.00 818,000.00 53,170.00 212,680.00 2,372,200.00 163,600.00 114,520.00 74,512.00 419,976.84 290,917.02 1,618,572.00 360,375.00 356,625.00 133,611.20 899,480.00 117,680.00 9,561.50 5,766.32 94,261.68 1,032,509.61 429,517.29 66,195.00 64,192,934.74 0.02 0.54 0.02 0.06 0.04 0.03 0.01 0.00 0.01 0.00 0.02 0.01 0.00 0.00 0.01 0.01 0.00 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.09 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.01 0.01 0.00 0.01 0.00 0.00 0.00 0.01 0.00 0.00 0.01 0.01 0.00 0.00 0.04 0.00 0.00 0.00 0.01 0.01 0.03 0.01 0.01 0.00 0.02 0.00 0.00 0.00 0.00 0.02 0.01 0.00 1.12 3 1 2 2 2 1 3 2 3 2 5 4 1 1 1 1 2 2 3 1 2 2 1 2 2 1 1 2 2 3 2 1 1 1 1 2 7 10 10 2 2 1 1 1 3 2 5 1 1 1 3 5 4 2 2 3 2 1 1 3 1 1 2 1 1 2 1 4 3 2 1 4 1 1 2 1 12 25 13 12 25 13 12 3 22 24 3 2 1 2 1 1 3 1 1 1 1 1 1 1 1 1 1 1 1 1 3 1 1 1 1 1 2 2 3 2 3 1 1 2 1 1 1 1 1 2 1 2 2 2 3 1 1 4 3 3 2 2 1 1 -1,470.00 -490.00 -980.00 -980.00 -980.00 -490.00 -1,470.00 -980.00 -1,470.00 -980.00 -2,450.00 -1,960.00 490.00 490.00 490.00 490.00 980.00 980.00 1,470.00 490.00 980.00 980.00 490.00 980.00 980.00 490.00 490.00 980.00 980.00 1,470.00 980.00 490.00 490.00 490.00 490.00 980.00 3,430.00 4,900.00 4,900.00 980.00 980.00 490.00 490.00 490.00 1,470.00 980.00 2,450.00 490.00 490.00 490.00 1,470.00 2,450.00 1,960.00 980.00 980.00 1,470.00 980.00 490.00 490.00 1,470.00 490.00 490.00 980.00 490.00 490.00 980.00 -490.00 -1,960.00 -1,470.00 -980.00 -490.00 -1,960.00 -490.00 -490.00 -980.00 -490.00 5,880.00 12,250.00 6,370.00 5,880.00 12,250.00 6,370.00 5,880.00 1,470.00 10,780.00 11,760.00 1,470.00 980.00 490.00 980.00 490.00 490.00 1,470.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 490.00 1,470.00 490.00 490.00 490.00 490.00 490.00 980.00 980.00 1,470.00 980.00 1,470.00 490.00 490.00 980.00 490.00 490.00 490.00 490.00 490.00 980.00 490.00 980.00 980.00 980.00 1,470.00 490.00 490.00 1,960.00 1,470.00 1,470.00 980.00 980.00 490.00 490.00 154,350.00 5,731,350,734.21 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00 CLASIFICACIÓN DISCRECIONAL CALIFICACIÓN VaR Promedio 0.796% Límite de VaR 3.410% Para llevar a cabo la estimación del Valor en Riesgo (VaR) de mercado para las Sociedades de Inversión administradas por Operadora GBM, se acordó con la empresa Valor de Mercado (Valmer) que sea ella quien lo realice, siguiendo los criterios metodológicos aprobados por la Unidad de Administración Integral de riesgos de la Operadora. El método utilizado para la estimación del VaR es el conocido como simulación histórica, con los parámetros que se presentan a continuación: - Un periodo de muestra de un año - El nivel de confianza para el VaR fijado al 95% - El horizonte temporal para el que se estime la posible minusvalía será de 1 día _________________________________________________ Lic. Gerardo Diez García
